+86.1%
WULF vs MDLZ
+3.3%
+82.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | +7.6% | -1.7% | +9.3% | +6.7% |
| 30D | -8.6% | -2.1% | -6.5% | -9.4% |
| 3M | -37.0% | +1.3% | -38.3% | -36.9% |
| 6M | +7.4% | +6.2% | +1.2% | +4.8% |
| YTD | +43.7% | +15.8% | +27.9% | +38.0% |
| 1Y | +86.1% | +4.1% | +82.0% | +81.8% |
| All | +86.1% | +3.3% | +82.9% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling